CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 1.0019 1.0072 0.0053 0.5% 0.9918
High 1.0034 1.0095 0.0061 0.6% 1.0034
Low 0.9974 0.9961 -0.0013 -0.1% 0.9854
Close 1.0004 1.0072 0.0068 0.7% 1.0004
Range 0.0060 0.0134 0.0074 123.3% 0.0180
ATR 0.0078 0.0082 0.0004 5.1% 0.0000
Volume 5 0 -5 -100.0% 27
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0445 1.0392 1.0146
R3 1.0311 1.0258 1.0109
R2 1.0177 1.0177 1.0097
R1 1.0124 1.0124 1.0084 1.0139
PP 1.0043 1.0043 1.0043 1.0050
S1 0.9990 0.9990 1.0060 1.0005
S2 0.9909 0.9909 1.0047
S3 0.9775 0.9856 1.0035
S4 0.9641 0.9722 0.9998
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0504 1.0434 1.0103
R3 1.0324 1.0254 1.0053
R2 1.0144 1.0144 1.0037
R1 1.0074 1.0074 1.0020 1.0109
PP 0.9964 0.9964 0.9964 0.9982
S1 0.9894 0.9894 0.9988 0.9929
S2 0.9784 0.9784 0.9971
S3 0.9604 0.9714 0.9955
S4 0.9424 0.9534 0.9905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9854 0.0241 2.4% 0.0095 0.9% 90% True False 3
10 1.0095 0.9778 0.0317 3.1% 0.0086 0.8% 93% True False 12
20 1.0095 0.9778 0.0317 3.1% 0.0072 0.7% 93% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0665
2.618 1.0446
1.618 1.0312
1.000 1.0229
0.618 1.0178
HIGH 1.0095
0.618 1.0044
0.500 1.0028
0.382 1.0012
LOW 0.9961
0.618 0.9878
1.000 0.9827
1.618 0.9744
2.618 0.9610
4.250 0.9392
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 1.0057 1.0055
PP 1.0043 1.0038
S1 1.0028 1.0022

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These figures are updated between 7pm and 10pm EST after a trading day.

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